Supplement 1. The Splus code for estimating parameters and calculating the posterior probability distributions for DA risk metrics.
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https://wiley.figshare.com/articles/dataset/Supplement_1_The_Splus_code_for_estimating_parameters_and_calculating_the_posterior_probability_distributions_for_DA_risk_metrics_/3511697/1
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File List S-Plus code: ParameterEst.ssc<br> kalman_ests.m<br> PostPDFPlots.ssc<br> All files are in ASCII text. Description The file ParameterEst.ssc contains Splus code to estimate m and s<sup>2</sup> using ML, running sums, and slope methods. The ML method allows missing data; the running sum and slope methods do not. For these methods, missing data points should be replaced with interpolated values. I use simple linear interpolation. Basic diagnostics are done also: normality, trend and autocorrelation tests. Outliers are tested for and removed using DFFITS criteria. The file kalman_ests.m contains matlab code to estimate m and s<sup>2</sup> using the Kalman filter algorithm. The file PostPDFPlots.ssc calculates posterior probability distributions for the parameters, m, s<sup>2</sup>, and s<sup>2</sup><sub>np</sub>, and the risk metrics, l, probability of eventual 90% decline, and expected total probability of 90% decline within given time frames. This code implements the algorithm given in the section <i>Posterior probability distributions</i> in the text and produces Figs. 8 and 9.
提供机构：
Wiley
创建时间：
2016-08-04
